+406.3%
CL vs QID
-100.0%
+506.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.6% |
| 7D | +1.3% | +9.4% | -8.1% | +3.0% |
| 30D | +11.4% | +31.2% | -19.9% | +16.9% |
| 3M | +4.4% | +17.4% | -13.0% | +7.6% |
| 6M | +10.8% | +8.4% | +2.4% | +12.7% |
| YTD | +25.1% | -15.8% | +40.9% | +22.0% |
| 1Y | +28.0% | -16.3% | +44.3% | +24.7% |
| 3Y | +37.6% | -70.4% | +108.0% | +11.8% |
| 5Y | +39.7% | -74.8% | +114.5% | +16.9% |
| 10Y | +75.8% | -99.0% | +174.8% | -22.6% |
| All | +406.3% | -100.0% | +506.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling